Strategy Tester Report
komicom ver2.0 23279097
XMTrading-Demo 3 (Build 1260)
| 通貨ペア | AUDCAD (AUSTRALIAN DOLLAR VS CANADIAN DOLLAR) | ||||
| 期間 | 1時間足(H1) 2005.04.15 05:00 - 2019.09.27 00:00 (2005.04.14 - 2019.09.27) | ||||
| モデル | コントロールポイント(おおまかな方法。結果はあまり信頼性はない) | ||||
| パラメーター | SeparateOpen=""; InputMagicNumber=2222; InputMaxOrders=25; InputOrdersCount=2; InputMode=1; InputBaseTerm=1; InputIntervalPips=20; InputLots=1; InputSlippagePips=3.3; InputTakeProfitPips=30; InputStopLossPips=200; SeparateEAStop=""; InputUseEAStop=false; InputEAStopTargetDays=3; InputEAStopPips=1000; SeparateBaseLine=""; ShowBaseLine=true; BaseLineColor=Yellow; BaseLineWidth=1; BaseLineStyle=0; SeparateOrderLine=""; ShowOrderLine=true; OrderLineColorBuy=RoyalBlue; OrderLineColorSell=OrangeRed; OrderLineWidth=1; OrderineStyle=0; | ||||
| テストバー数 | 88389 | モデルティック数 | 2138486 | モデリング品質 | n/a |
| 不整合チャートエラー | 0 | ||||
| 初期証拠金 | 100000.00 | スプレッド | 2 | ||
| 純益 | 2336735.49 | 総利益 | 6350307.04 | 総損失 | -4013571.56 |
| プロフィットファクタ | 1.58 | 期待利得 | 74.76 | ||
| 絶対ドローダウン | 35368.96 | 最大ドローダウン | 142533.96 (19.44%) | 相対ドローダウン | 45.09% (53080.68) |
| 総取引数 | 31256 | 売りポジション(勝率%） | 15398 (91.95%) | 買いポジション(勝率%） | 15858 (91.20%) |
| 勝率(%) | 28620 (91.57%) | 負率 (%) | 2636 (8.43%) | ||
| 最大 | 勝トレード | 225.50 | 敗トレード | -1700.19 | |
| 平均 | 勝トレード | 221.88 | 敗トレード | -1522.60 | |
| 最大 | 連勝(金額) | 986 (221794.03) | 連敗(金額) | 24 (-36111.12) | |
| 最大 | 連勝(トレード数) | 221794.03 (986) | 連敗(トレード数) | -36111.12 (24) | |
| 平均 | 連勝 | 46 | 連敗 | 4 | |
| # | 時間 | 取引種別 | 注文番号 | 数量 | 価格 | 決済逆指値(S/L) | 決済指値(T/P) | 損益 | 残高 |
| 1 | 2005.04.15 07:50 | buy | 1 | 1.00 | 0.95162 | 0.00000 | 0.00000 | ||
| 2 | 2005.04.15 07:50 | buy | 2 | 1.00 | 0.95162 | 0.00000 | 0.00000 | ||
| 3 | 2005.04.15 07:50 | modify | 1 | 1.00 | 0.95162 | 0.93162 | 0.95462 | ||
| 4 | 2005.04.15 07:50 | modify | 2 | 1.00 | 0.95162 | 0.93162 | 0.95462 | ||
| 5 | 2005.04.15 11:45 | t/p | 1 | 1.00 | 0.95462 | 0.93162 | 0.95462 | 225.50 | 100225.50 |
| 6 | 2005.04.15 11:45 | t/p | 2 | 1.00 | 0.95462 | 0.93162 | 0.95462 | 225.50 | 100451.00 |
| 7 | 2005.04.15 14:20 | sell | 3 | 1.00 | 0.95600 | 0.00000 | 0.00000 | ||
| 8 | 2005.04.15 14:20 | sell | 4 | 1.00 | 0.95600 | 0.00000 | 0.00000 | ||
| 9 | 2005.04.15 14:20 | modify | 3 | 1.00 | 0.95600 | 0.97600 | 0.95300 | ||
| 10 | 2005.04.15 14:20 | modify | 4 | 1.00 | 0.95600 | 0.97600 | 0.95300 | ||
| 11 | 2005.04.15 17:16 | sell | 5 | 1.00 | 0.95810 | 0.00000 | 0.00000 | ||
| 12 | 2005.04.15 17:16 | sell | 6 | 1.00 | 0.95810 | 0.00000 | 0.00000 | ||
| 13 | 2005.04.15 17:16 | modify | 5 | 1.00 | 0.95810 | 0.97810 | 0.95510 | ||
| 14 | 2005.04.15 17:16 | modify | 6 | 1.00 | 0.95810 | 0.97810 | 0.95510 | ||
| 15 | 2005.04.18 03:40 | t/p | 5 | 1.00 | 0.95510 | 0.97810 | 0.95510 | 223.89 | 100674.88 |
| 16 | 2005.04.18 03:40 | t/p | 6 | 1.00 | 0.95510 | 0.97810 | 0.95510 | 223.89 | 100898.77 |
| 17 | 2005.04.18 03:45 | buy | 7 | 1.00 | 0.95446 | 0.00000 | 0.00000 | ||
| 18 | 2005.04.18 03:45 | buy | 8 | 1.00 | 0.95446 | 0.00000 | 0.00000 | ||
| 19 | 2005.04.18 03:45 | modify | 7 | 1.00 | 0.95446 | 0.93446 | 0.95746 | ||
| 20 | 2005.04.18 03:45 | modify | 8 | 1.00 | 0.95446 | 0.93446 | 0.95746 | ||
| 21 | 2005.04.18 04:20 | t/p | 3 | 1.00 | 0.95300 | 0.97600 | 0.95300 | 223.89 | 101122.65 |
| 22 | 2005.04.18 04:20 | t/p | 4 | 1.00 | 0.95300 | 0.97600 | 0.95300 | 223.89 | 101346.54 |
| 23 | 2005.04.18 04:20 | buy | 9 | 1.00 | 0.95252 | 0.00000 | 0.00000 | ||
| 24 | 2005.04.18 04:20 | buy | 10 | 1.00 | 0.95252 | 0.00000 | 0.00000 | ||
| 25 | 2005.04.18 04:20 | modify | 9 | 1.00 | 0.95252 | 0.93252 | 0.95552 | ||
| 93744 | 2019.09.24 13:20 | t/p | 31248 | 1.00 | 0.90123 | 0.87823 | 0.90123 | 217.63 | 2441046.86 |
| 93745 | 2019.09.24 13:20 | sell | 31253 | 1.00 | 0.90168 | 0.00000 | 0.00000 | ||
| 93746 | 2019.09.24 13:20 | sell | 31254 | 1.00 | 0.90168 | 0.00000 | 0.00000 | ||
| 93747 | 2019.09.24 13:20 | modify | 31253 | 1.00 | 0.90168 | 0.92168 | 0.89868 | ||
| 93748 | 2019.09.24 13:20 | modify | 31254 | 1.00 | 0.90168 | 0.92168 | 0.89868 | ||
| 93749 | 2019.09.25 07:37 | t/p | 31253 | 1.00 | 0.89868 | 0.92168 | 0.89868 | 223.89 | 2441270.74 |
| 93750 | 2019.09.25 07:37 | t/p | 31254 | 1.00 | 0.89868 | 0.92168 | 0.89868 | 223.89 | 2441494.63 |
| 93751 | 2019.09.25 16:15 | t/p | 31251 | 1.00 | 0.89649 | 0.91949 | 0.89649 | 222.34 | 2441716.97 |
| 93752 | 2019.09.25 16:15 | t/p | 31252 | 1.00 | 0.89649 | 0.91949 | 0.89649 | 222.34 | 2441939.31 |
| 93753 | 2019.09.25 17:02 | buy | 31255 | 1.00 | 0.89527 | 0.00000 | 0.00000 | ||
| 93754 | 2019.09.25 17:02 | buy | 31256 | 1.00 | 0.89527 | 0.00000 | 0.00000 | ||
| 93755 | 2019.09.25 17:02 | modify | 31255 | 1.00 | 0.89527 | 0.87527 | 0.89827 | ||
| 93756 | 2019.09.25 17:02 | modify | 31256 | 1.00 | 0.89527 | 0.87527 | 0.89827 | ||
| 93757 | 2019.09.26 04:20 | t/p | 31205 | 1.00 | 0.89452 | 0.91752 | 0.89452 | 186.81 | 2442126.11 |
| 93758 | 2019.09.26 04:20 | t/p | 31206 | 1.00 | 0.89452 | 0.91752 | 0.89452 | 186.81 | 2442312.92 |
| 93759 | 2019.09.26 23:59 | close at stop | 31256 | 1.00 | 0.89495 | 0.87527 | 0.89827 | -35.86 | 2442277.05 |
| 93760 | 2019.09.26 23:59 | close at stop | 31255 | 1.00 | 0.89495 | 0.87527 | 0.89827 | -35.86 | 2442241.19 |
| 93761 | 2019.09.26 23:59 | close at stop | 31246 | 1.00 | 0.89495 | 0.88081 | 0.90381 | -468.03 | 2441773.16 |
| 93762 | 2019.09.26 23:59 | close at stop | 31245 | 1.00 | 0.89495 | 0.88081 | 0.90381 | -468.03 | 2441305.13 |
| 93763 | 2019.09.26 23:59 | close at stop | 31244 | 1.00 | 0.89495 | 0.88269 | 0.90569 | -609.34 | 2440695.78 |
| 93764 | 2019.09.26 23:59 | close at stop | 31243 | 1.00 | 0.89495 | 0.88269 | 0.90569 | -609.34 | 2440086.44 |
| 93765 | 2019.09.26 23:59 | close at stop | 31242 | 1.00 | 0.89495 | 0.88486 | 0.90786 | -772.45 | 2439313.99 |
| 93766 | 2019.09.26 23:59 | close at stop | 31241 | 1.00 | 0.89495 | 0.88486 | 0.90786 | -772.45 | 2438541.54 |
| 93767 | 2019.09.26 23:59 | close at stop | 31240 | 1.00 | 0.89495 | 0.88644 | 0.90944 | -903.02 | 2437638.51 |
| 93768 | 2019.09.26 23:59 | close at stop | 31239 | 1.00 | 0.89495 | 0.88644 | 0.90944 | -903.02 | 2436735.49 |